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Algorithmic stablecoins promise decentralized monetary stability by maintaining a target peg through programmatic reserve management. Yet, their reserve controllers remain vulnerable to regime-blind optimization, calibrating risk parameters…

Risk Management · Quantitative Finance 2026-02-02 Shengwei You , Aditya Joshi , Andrey Kuehlkamp , Jarek Nabrzyski

Although the iterative double auction has been widely used in many different applications, one of the major problems in its current implementations is that they rely on a trusted third party to handle the auction process. This imposes the…

Cryptography and Security · Computer Science 2020-07-20 Truc D. T. Nguyen , My T. Thai

In this paper, we mainly investigate an integrated system operating under a software defined network (SDN) protocol. SDN is a new networking paradigm in which network intelligence is centrally administered and data is communicated via…

Optimization and Control · Mathematics 2018-12-04 Cheng Tan , Wing Shing Wong , Huanshui Zhang

In this paper, we propose FedChain, a novel framework for federated-blockchain systems, to enable effective transferring of tokens between different blockchain networks. Particularly, we first introduce a federated-blockchain system…

Computer Science and Game Theory · Computer Science 2021-02-01 Cong T. Nguyen , Dinh Thai Hoang , Diep N. Nguyen , Yong Xiao , Hoang-Anh Pham , Eryk Dutkiewicz , Nguyen Huynh Tuong

Blockchain has been promoted as a remedy for coordination in fragmented, multi-stakeholder ecosystems, yet many projects stall at pilot stage. Using a design-science approach, we develop the Hybrid Cooperative (HC), a digitally native…

Computers and Society · Computer Science 2025-09-17 Henrik Axelsen , Jan Damsgaard

Cross-chain technology enables interoperability among otherwise isolated blockchains, supporting interactions across heterogeneous networks. Similar to how multi-hop communication became fundamental in the evolution of the Internet, the…

Cryptography and Security · Computer Science 2025-12-04 Minghui Xu , Yihao Guo , Yanqiang Zhang , Zhiguang Shan , Guangyong Shang , Zhen Ma , Bin Xiao , Xiuzhen Cheng

We present a blockchain based system that allows data owners, cloud vendors, and AI developers to collaboratively train machine learning models in a trustless AI marketplace. Data is a highly valued digital asset and central to deriving…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-04 Nishant Baranwal Somy , Kalapriya Kannan , Vijay Arya , Sandeep Hans , Abhishek Singh , Pranay Lohia , Sameep Mehta

Cross-chain swaps enable exchange of different assets that reside on different blockchains. Several protocols have been proposed for atomic cross-chain swaps. However, those protocols are not fault-tolerant, in the sense that if any party…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-15 Yingjie Xue , Di Jin , Maurice Herlihy

Smart contracts are autonomous software executing predefined conditions. Two of the biggest advantages of the smart contracts are secured protocols and transaction costs reduction. On the Ethereum platform, an open-source blockchain-based…

Computational Engineering, Finance, and Science · Computer Science 2019-05-27 Jeremy Charlier , Radu Statem , Jean Hilger

Auto-deleveraging (ADL) mechanisms are a critical yet understudied component of risk management on cryptocurrency futures exchanges. When available margin and other loss-absorbing resources are insufficient to cover losses following large…

Risk Management · Quantitative Finance 2026-03-18 Steven Campbell , Natascha Hey , Ciamac C. Moallemi , Marcel Nutz

High availability of data is responsible for the current trends in Artificial Intelligence (AI) and Machine Learning (ML). However, high-grade datasets are reluctantly shared between actors because of lacking trust and fear of losing…

Cryptography and Security · Computer Science 2020-02-26 Philipp Lüthi , Thibault Gagnaux , Marcel Gygli

This thesis proposes techniques aiming to make blockchain technologies and smart contract platforms practical by improving their scalability, latency, and privacy. This thesis starts by presenting the design and implementation of…

Cryptography and Security · Computer Science 2021-02-25 Alberto Sonnino

Interoperability is a significant challenge in blockchain technology, hindering seamless data and service sharing across diverse blockchain networks. This study introduces Automated Gateways as a novel framework leveraging smart contracts…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-24 Koosha Esmaeilzadeh Khorasani , Sara Rouhani , Rui Pan , Vahid Pourheidari

In blockchain systems, especially cryptographic currencies such as Bitcoin, the double-spending and Byzantine-general-like problem are solved by reaching consensus protocols among all nodes. The state-of-the-art protocols include…

Cryptography and Security · Computer Science 2018-08-02 Jianwen Chen , Kai Duan , Rumin Zhang , Liaoyuan Zeng , Wenyi Wang

Blockchains with smart contracts are distributed ledger systems that achieve block-state consistency among distributed nodes by only allowing deterministic operations of smart contracts. However, the power of smart contracts is enabled by…

Cryptography and Security · Computer Science 2023-03-08 Sangdon Park , Osbert Bastani , Taesoo Kim

This work presents a novel decentralized protocol for digital estate planning that integrates advances distributed computing, and cryptography. The original proof-of-concept was constructed using purely solidity contracts. Since then, we…

Cryptography and Security · Computer Science 2025-07-08 Jovonni L. PHarr

Hyperdrive is a protocol designed to facilitate the trading of fixed and variable rate assets. The protocol's unique pricing model consolidates liquidity into a single pool which addresses the challenges of fragmented liquidity across…

Computer Science and Game Theory · Computer Science 2024-05-24 Jonny Rhea , Alex Towle , Mihai Cosma

Stablecoins are one of the most widely capitalized type of cryptocurrency. However, their risks vary significantly according to their design and are often poorly understood. We seek to provide a sound foundation for stablecoin theory, with…

General Economics · Economics 2020-10-30 Ariah Klages-Mundt , Dominik Harz , Lewis Gudgeon , Jun-You Liu , Andreea Minca

Accurate forecasting of Bitcoin (BTC) has always been a challenge because decentralized markets are non-linear, highly volatile, and have temporal irregularities. Existing deep learning models often struggle with interpretability and…

Machine Learning · Computer Science 2026-02-16 Raiz Ud Din , Saddam Hussain Khan

Modern applications often operate on data in multiple administrative domains. In this federated setting, participants may not fully trust each other. These distributed applications use transactions as a core mechanism for ensuring…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-23 Isaac Sheff , Tom Magrino , Jed Liu , Andrew C. Myers , Robbert van Renesse